Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47476.77 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46081.86 Kr¶

PnL: ---------------------------------------> -806.71 Kr¶

DD now: ---------------------------------> -2.371 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 09:23:14.281197'

Anic Portfolio¶

Today¶

Return: -0.896 %¶

This Week¶

Return: -0.119 %¶

Total¶

Return: 55.427 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.980000 3083.600000 112.600000 3.790000 2971.000006
HEBA B 70 -2.370000 2744.000000 108.000000 4.100000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3005.000000 78.000000 2.660000 2927.000000
Corem Property Group B 59 0.000000 637.790000 60.790000 10.540000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.770000 403.400000 48.400000 13.630000 355.000000
OEM International B 7 0.120000 562.100000 34.100000 6.460000 527.999997
Norva24 Group 16 0.670000 576.000000 33.000000 6.080000 543.000000
HMS Networks 2 -1.410000 701.200000 28.200000 4.190000 673.000000
Intrum 4 -0.760000 548.600000 21.600000 4.100000 527.000000
MedCap 2 -1.570000 439.000000 18.000000 4.280000 421.000000
Coor Service Management Hold. 8 -0.580000 548.400000 16.400000 3.080000 532.000000
Eastnine 4 -0.310000 506.400000 15.400000 3.140000 491.000000
AcadeMedia 12 -0.840000 564.240000 7.240000 1.300000 557.000004
Fastighetsbolag. Emilshus Pref 21 0.000000 569.100000 7.100000 1.260000 562.000005
Boozt 12 -3.690000 1659.600000 5.600000 0.340000 1653.999996
SAAB B 8 -0.560000 3382.400000 5.400000 0.160000 3377.000000
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
Securitas B 6 -0.210000 573.120000 3.120000 0.550000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -3.080000 248.880000 2.880000 1.170000 246.000000
Swedbank A 3 -0.190000 566.100000 2.100000 0.370000 564.000000
Resurs Holding 22 -0.800000 574.640000 0.640000 0.110000 573.999998
Essity B 2 0.490000 573.000000 -1.000000 -0.170000 574.000000
Handelsbanken A 5 0.460000 543.500000 -2.500000 -0.460000 546.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 -0.880000 528.970000 -5.030000 -0.940000 533.999999
Karnov Group 9 -0.170000 527.400000 -8.600000 -1.600000 536.000004
Midsona B 63 -1.210000 567.630000 -15.370000 -2.640000 582.999984
Nordea Bank Abp 29 -0.400000 3425.480000 -28.520000 -0.830000 3453.999992
International Petroleum Corp. 5 -1.610000 551.500000 -43.070000 -7.240000 594.565215
Vivesto 1368 0.000000 569.910000 -43.090000 -7.030000 612.999432
Sampo Oyj SDB 7 0.000000 3738.000000 -112.000000 -2.910000 3850.000000
Axfood 13 -0.570000 3607.500000 -148.500000 -3.950000 3756.000001
OX2 18 -1.300000 1507.500000 -156.500000 -9.410000 1663.999992
Fasadgruppen Group 35 0.000000 3447.500000 -363.500000 -9.540000 3810.999990
Ovzon 52 -3.660000 2875.600000 -486.400000 -14.470000 3361.999992
TOTAL 46081.860000 -806.710000 -2.37122% 46888.564618

Updated:¶

'2023-01-19 09:23:26.972859'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶